+695.9%
PH vs MXL
+161.9%
+534.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.9% |
| 7D | +4.3% | +13.4% | -9.1% | +1.9% |
| 30D | +0.1% | -29.2% | +29.4% | +4.8% |
| 3M | -9.4% | -27.2% | +17.9% | -7.2% |
| 6M | +8.8% | -36.4% | +45.2% | +9.5% |
| YTD | +9.6% | +220.0% | -210.4% | -28.0% |
| 1Y | +14.4% | +304.8% | -290.3% | -29.2% |
| 3Y | +134.5% | +238.5% | -103.9% | +30.1% |
| 5Y | +204.4% | -18.8% | +223.2% | +134.8% |
| All | +695.9% | +161.9% | +534.0% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling